CBOE 13's market value is the price at which a share of CBOE 13 trades on a public exchange. It measures the collective expectations of CBOE 13 Week investors about its performance. CBOE 13 is listed at 4.23 as of the 19th of July 2025, which is a 0.24 percent decrease since the beginning of the trading day. The index's lowest day price was 4.23. With this module, you can estimate the performance of a buy and hold strategy of CBOE 13 Week and determine expected loss or profit from investing in CBOE 13 over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in gross domestic product.
Symbol
CBOE
CBOE 13 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to CBOE 13's index what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of CBOE 13.
0.00
04/20/2025
No Change 0.00
0.0
In 2 months and 31 days
07/19/2025
0.00
If you would invest 0.00 in CBOE 13 on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding CBOE 13 Week or generate 0.0% return on investment in CBOE 13 over 90 days.
CBOE 13 Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CBOE 13's index current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess CBOE 13 Week upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for CBOE 13's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CBOE 13's standard deviation. In reality, there are many statistical measures that can use CBOE 13 historical prices to predict the future CBOE 13's volatility.
CBOE 13 Week secures Sharpe Ratio (or Efficiency) of 0.0218, which signifies that the index had a 0.0218 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CBOE 13 Week, which you can use to evaluate the volatility of the entity. The entity shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and CBOE 13 are completely uncorrelated.
Auto-correlation
-0.52
Good reverse predictability
CBOE 13 Week has good reverse predictability. Overlapping area represents the amount of predictability between CBOE 13 time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CBOE 13 Week price movement. The serial correlation of -0.52 indicates that about 52.0% of current CBOE 13 price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.52
Spearman Rank Test
0.05
Residual Average
0.0
Price Variance
0.0
CBOE 13 Week lagged returns against current returns
Autocorrelation, which is CBOE 13 index's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting CBOE 13's index expected returns. We can calculate the autocorrelation of CBOE 13 returns to help us make a trade decision. For example, suppose you find that CBOE 13 has exhibited high autocorrelation historically, and you observe that the index is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
CBOE 13 regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If CBOE 13 index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CBOE 13 index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CBOE 13 index over time.
Current vs Lagged Prices
Timeline
CBOE 13 Lagged Returns
When evaluating CBOE 13's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CBOE 13 index have on its future price. CBOE 13 autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, CBOE 13 autocorrelation shows the relationship between CBOE 13 index current value and its past values and can show if there is a momentum factor associated with investing in CBOE 13 Week.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.